Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-12-08 0.656647 0.741623 0.838000 0.956378 1.099214 1.267762 1.484370
2024-12-15 0.572928 0.681761 0.814812 0.992574 1.228847 1.539740 1.993538
2024-12-22 0.523614 0.649299 0.812520 1.046551 1.385257 1.878417 2.695408
2024-12-29 0.477106 0.611196 0.793989 1.071930 1.504939 2.196200 3.491066
2025-01-05 0.438046 0.576525 0.773172 1.087785 1.611450 2.522948 4.453783
2025-01-12 0.400804 0.539073 0.742045 1.080826 1.677673 2.800107 5.472829
2025-01-19 0.359895 0.491470 0.689205 1.029487 1.654695 2.902179 6.167014
2025-01-26 0.339358 0.471911 0.676826 1.042910 1.751906 3.279495 7.831129
2025-02-02 0.322048 0.455332 0.666818 1.058171 1.855615 3.711219 10.065550
2025-02-09 0.302174 0.432765 0.644242 1.046671 1.901258 4.022927 12.257368
2025-02-16 0.287813 0.417700 0.632534 1.053565 1.988292 4.482480 15.721711
2025-02-23 0.267501 0.391286 0.598627 1.012260 1.955992 4.591784 17.726209
2025-03-02 0.247721 0.364978 0.563681 0.966692 1.910161 4.663644 19.857404
2025-03-09 0.239621 0.357654 0.561919 0.988925 2.037658 5.368239 28.084468
2025-03-16 0.235107 0.355982 0.570118 1.033346 2.236179 6.469681 45.136932
2025-03-23 0.227717 0.348701 0.567038 1.052544 2.372491 7.450196 69.540077
2025-03-30 0.220077 0.340396 0.561163 1.064487 2.492399 8.478981 110.134743
2025-04-06 0.210811 0.328538 0.547283 1.055636 2.546596 9.249757 164.585668
2025-04-13 0.197915 0.309358 0.517454 1.004747 2.453141 9.154642 188.232557
2025-04-20 0.192362 0.303309 0.513523 1.016998 2.574775 10.452380 362.037804
2025-04-27 0.187370 0.297971 0.510561 1.031288 2.709518 12.037352 868.575985
2025-05-04 0.180375 0.288475 0.498256 1.019923 2.748754 13.026492 1922.149990
2025-05-11 0.175414 0.282547 0.492976 1.026412 2.859221 14.786625 9879.507144